+235.5%
MXL vs EXR
+1,798.2%
-1,562.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.8% | +6.1% |
| 7D | +1.6% | -2.6% | +4.2% | +2.8% |
| 30D | -7.0% | -7.2% | +0.2% | -3.9% |
| 3M | -33.4% | -3.5% | -29.9% | -33.6% |
| 6M | +260.2% | -5.3% | +265.5% | +262.9% |
| YTD | +260.0% | +9.4% | +250.6% | +239.4% |
| 1Y | +303.5% | +1.3% | +302.2% | +292.7% |
| 3Y | +160.4% | +22.4% | +138.0% | +126.1% |
| 5Y | +14.7% | -12.2% | +26.9% | +15.0% |
| 10Y | +215.6% | +148.6% | +67.0% | +87.6% |
| All | +235.5% | +1,798.2% | -1,562.7% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling